+215.4%
XLE vs BTDR
-44.0%
+259.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.6% | +9.6% | +1.1% |
| 7D | +5.4% | -6.9% | +12.3% | +5.5% |
| 30D | -3.9% | -31.5% | +27.6% | -3.7% |
| 3M | +7.0% | -36.1% | +43.1% | +7.2% |
| 6M | +14.2% | -57.6% | +71.8% | +14.7% |
| YTD | +48.2% | -50.0% | +98.2% | +47.9% |
| 1Y | +47.7% | -49.6% | +97.3% | +47.3% |
| 3Y | +70.0% | +48.5% | +21.5% | +69.4% |
| 5Y | +169.1% | -43.8% | +213.0% | +169.4% |
| All | +215.4% | -44.0% | +259.4% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling